Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52336.19 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46001.16 Kr¶

PnL: ---------------------------------------> -751.84 Kr¶

DD now: ---------------------------------> -1.476 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:48:44.201480'

Anic Portfolio¶

Today¶

Return: 0.038 %¶

This Week¶

Return: 0.038 %¶

Total portfolio value¶

Return including deposits: 71.335 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Embracer Group B 26 4.280000 702.910000 40.910000 6.180000 661.999988
BHG Group 49 -2.670000 678.160000 39.160000 6.130000 638.999984
Vitrolife 3 4.000000 702.600000 25.600000 3.780000 677.000001
Indutrade 5 2.250000 1340.000000 20.000000 1.520000 1320.000000
Biotage 4 0.650000 622.400000 19.400000 3.220000 603.000000
SynAct Pharma 9 -1.870000 661.500000 16.500000 2.560000 645.000003
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addnode Group B 6 2.080000 765.000000 13.000000 1.730000 751.999998
Sdiptech B 3 0.580000 834.000000 12.000000 1.460000 822.000000
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Nolato B 12 -0.460000 655.200000 7.200000 1.110000 648.000000
NCC B 7 0.000000 658.700000 4.700000 0.720000 653.999997
Latour B 2 1.660000 453.400000 4.400000 0.980000 449.000000
BONESUPPORT HOLDING 10 -0.410000 1228.000000 4.000000 0.330000 1224.000000
Fortnox 10 3.520000 669.800000 1.800000 0.270000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sedana Medical 135 -2.320000 4328.100000 -2.900000 -0.070000 4330.999935
Lime Technologies 2 -0.670000 590.000000 -3.000000 -0.510000 593.000000
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Sampo Oyj SDB 1 -1.000000 497.000000 -8.000000 -1.580000 505.000000
Investor B 3 0.670000 649.950000 -8.050000 -1.220000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.120000 642.400000 -31.600000 -4.690000 674.000000
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 1.360000 549.150000 -61.850000 -10.120000 610.999998
Ambea 68 0.610000 2473.840000 -63.160000 -2.490000 2537.000032
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 0.240000 3828.000000 -88.000000 -2.250000 3916.000000
Gaming Innovation Group 161 0.200000 4049.150000 -138.850000 -3.320000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 46001.160000 -751.840000 -1.4762% 46752.999863

Updated:¶

'2023-06-13 10:49:01.783182'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶